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A measure of dependence between two compositions

In English

Författare

Summary, in English

We consider the problem of describing the correlation between two compositions. Using a bicompositional Dirichlet distribution, we calculate a joint correlation coefficient, based on the concept of information gain, between two compositions. Numerical values of the joint correlation coefficient are calculated for compositions of two and three components. We also present an estimator of the joint correlation coefficient for a sample from a bicompositional Dirichlet distribution. Two confidence intervals are also presented and we examine their empirical confidence coefficient using Monte Carlo study. Finally we apply the estimator to a data set analysing the correlation between the 1967 and 1997, and the 1977 and 1997 compositions of the government gross domestic product for the 50 U.S. states and District of Columbia.

Publiceringsår

2012

Språk

Engelska

Sidor

451-461

Publikation/Tidskrift/Serie

Australian & New Zealand Journal of Statistics

Volym

54

Issue

4

Dokumenttyp

Artikel i tidskrift

Förlag

Wiley-Blackwell

Ämne

  • Probability Theory and Statistics

Nyckelord

  • correlation
  • Dirichlet distribution
  • empirical confidence coefficient
  • Fraser information
  • joint correlation coefficient
  • simplex

Status

Published

ISBN/ISSN/Övrigt

  • ISSN: 1467-842X